+65.5%
CF vs MULL
+2,561.4%
-2,495.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.8% | -15.0% | -3.0% |
| 7D | +6.0% | +17.3% | -11.3% | +6.3% |
| 30D | +14.8% | +23.5% | -8.7% | +15.4% |
| 3M | +14.1% | -24.0% | +38.0% | +14.9% |
| 6M | +28.5% | +276.7% | -248.2% | +32.4% |
| YTD | +74.9% | +565.1% | -490.1% | +76.8% |
| 1Y | +61.7% | +2,802.6% | -2,740.9% | +54.2% |
| All | +65.5% | +2,561.4% | -2,495.9% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling